ki33elev / Adv_Fin_ML
Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado
☆54Updated 2 years ago
Alternatives and similar repositories for Adv_Fin_ML:
Users that are interested in Adv_Fin_ML are comparing it to the libraries listed below
- Notes on Advances in Financial Machine Learning☆77Updated 6 years ago
- CS7641 Team project☆93Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆115Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆118Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆52Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆131Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆136Updated 6 years ago
- Notebooks based on financial machine learning.☆50Updated 4 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- ☆37Updated 3 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆156Updated last week
- ☆71Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆33Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆86Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆74Updated 3 years ago
- ☆41Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year
- ☆22Updated 3 years ago